Evaluating Portfolios in Energy Trading
Risk Professional, April 2011
3 Pages Posted: 27 Jun 2011
Date Written: April 2011
The article discusses the reasons why price discovery is crucial for evaluating portfolios and measure their risks. Gaps are identified and possible solutions are proposed.
Keywords: evaluation, risk management, risk measurement, energy, oil trading, price, price discovery, mark-to-market, forward curve, price normalization, price synchronization, Value-at-Risk, VaR
JEL Classification: G13
Suggested Citation: Suggested Citation